Risk and return prediction for pricing portfolios of non-performing consumer credit.
Siyi WangXing YanBangqi ZhengHu WangWangli XuNanbo PengQi WuPublished in: ICAIF (2021)
Keyphrases
- investment strategies
- prediction accuracy
- risk analysis
- credit risk
- risk management
- prediction model
- portfolio optimization
- financial markets
- risk evaluation
- high risk
- portfolio selection
- investment decisions
- pricing strategies
- prediction error
- information goods
- neural network
- black scholes
- online shopping
- credit card
- long run
- risk assessment
- purchase behavior
- information systems